Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163292.7582 | 104326.4656 | 58966.2925 | 221546.7272 | 146812.9122 | 74733.815 |
Total P&L (%) | 163.2928 | 104.3265 | 58.9663 | 221.5467 | 146.8129 | 74.7338 |
Avg Daily Profit (%) | 0.6132 | 0.3917 | 0.2214 | 0.4395 | 0.3398 | 0.2098 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39661 | -30638 | -41745 | -104054 | -65352 | -80607 |
Profit Factor | 1.5486 | 1.7854 | 1.3578 | 1.5357 | 1.8041 | 1.3236 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 47.3684 | 43.9394 | 50.7463 | 47.3684 | 43.9394 | 50.7463 |
Ratio Avg Win / Avg Loss | 1.7207 | 2.2779 | 1.3178 | 1.7063 | 2.3017 | 1.2846 |
Largest Winning Trade | 42179 | 42179 | 26905 | 70986 | 70986 | 51433 |
Largest Losing Trade | -15157 | -12263 | -15157 | -39202 | -18826 | -39202 |
Avg Bars in Trades | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Winners | 135 | 144 | 127 | 135 | 144 | 127 |
Avg Bars in Losers | 58 | 53 | 62 | 58 | 53 | 62 |
Bars Traded | 12590 | 6182 | 6408 | 12590 | 6182 | 6408 |
Profit Streak | 277.2349 | 0 | 289.9433 | 277.2349 | 0 | 289.9433 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446668 | -115545 | -109085 | 390409 | -115953 | -108658 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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